Roman Dusyk Email & Phone Number | Quantitative risk and research professional with background in multi-asset derivative portfolio risk modelling, analytics and data science Areas of interest and expertise: • Asset and liability liquidity risk modelling and management • Opportunity cost minimisation & IRR optimization • Investment/market risk toolkit: VaR, tail risk/stress scenario design and generation, micro/macro stress testing • Fixed income/equity/commodities derivatives pricing, risk and analytics • Statistical and predictive modelling, ML and deep learning in the domain of risk, sentiment and Early Warning Indicators (EWI) •Data architecture & exploration, hypotheses interrogation, visualization and modelling in Python and R FRM certified.

Roman Dusyk

Quantitative risk and research professional with background in multi-asset derivative portfolio risk...
London, England, United Kingdom

*50 free lookup(s) per month.

Roman Dusyk’s Email roman.dusyk@kkr.com

Roman Dusyk’s Phone Numbers

Get ROMAN’s Phone Number (For Free)

Social Media

Roman Dusyk’s Location London, England, United Kingdom

Roman Dusyk’s Current Industry Kkr

Find accurate emails & phone numbers for over 700M professionals.

Principal, Complex Liquidity

2022-04-01 00:00:00 - Present

Vice President, Counterparty Exposure

2021-08-01 00:00:00 - 2022-04-01 00:00:00

Quantitative Risk Analyst

2018-06-01 00:00:00 - 2021-08-01 00:00:00

Quantitative Analyst

2015-10-01 00:00:00 - 2018-06-01 00:00:00

Quantitative Analyst

2013-10-01 00:00:00 - 2015-10-01 00:00:00

Summer Intern

2012-06-01 00:00:00 - 2012-08-01 00:00:00

Junior Analyst

2010-04-01 00:00:00 - 2010-12-01 00:00:00

No Skills Available

No Languages Available

Roman Dusyk is a Quantitative risk and research professional with background in multi-asset derivative portfolio risk modelling, analytics and data science Areas of interest and expertise: • Asset and liability liquidity risk modelling and management • Opportunity cost minimisation & IRR optimization • Investment/market risk toolkit: VaR, tail risk/stress scenario design and generation, micro/macro stress testing • Fixed income/equity/commodities derivatives pricing, risk and analytics • Statistical and predictive modelling, ML and deep learning in the domain of risk, sentiment and Early Warning Indicators (EWI) •Data architecture & exploration, hypotheses interrogation, visualization and modelling in Python and R FRM certified.

Roman Dusyk has prior
experience in the following industries:
Citi | Bnp Paribas | Royal Bank | Morgan Stanley | Abris Capital Partners | Phoenix Capital

Roman Dusyk has the following professional experience:
Kkr | Citi | Bnp Paribas | Royal Bank | Morgan Stanley | Abris Capital Partners | Phoenix Capital